17 August 2012

Correct functions aren't everything. There's always more.

It's been a little long since my last post here; I've mostly been staring at code and thinking about phrasing recently. The best and worst part of documentation strings is making something sensible out of 80 characters—doubly hard when the name of a function is the Lomb Normalized Periodogram. That's 27 characters right there!

Admittedly, not everything has been documentation. With Carlo's help, I've replaced the guts of the lscomplex and lsreal functions with code that can take advantage of vector processing methods; the differences between the results were minimal, and the code became far more manageable to read, so it's now the main form of the functions. (Thanks, Carlo!)

Also from Carlo are two texts on wavelet transforms that I'm going to look into; I've set aside hopes of completing the wavelet functions currently—other than lswaveletcoeff and lscorrcoeff; those two work just fine, however they're limited in their capabilities, as they each only operate over a single window defined by the user. Carlo provided these references:

Abramovich, F., Bailey, T.C. & Sapatinas, T. (2000). Wavelet analysis and its statistical applications. The Statistician, Vol. 49, 1-29. http://www2.ucy.ac.cy/~fanis/Papers/statistician2000.pdf

Guy Nason, Wavelet Methods in Statistics with R, Springer, 2008.
I intend to continue working on this package after GSoC is over—there are several linearly-independent solution finding methods available, and I'd love to implement at least one in the package—and hopefully I can write at least some form of wavelet transform after studying other wavelet transforms.

As a closing note, the biggest change that I've made in the latest release (lssa-0.1.2) is adding all sorts of input checking code to all of the functions; if you give a function the wrong number of variables, it will complain—but I haven't come up with a way to check the window function for those functions that take a window function as input. So be careful with the window function.

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